S&P MidCap 400 Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
15.25%
decreased by 0.22%
1 Week
15.39%
decreased by 0.08%
1 Month
15.88%
increased by 0.41%
Analysis last updated: Tuesday, June 16, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 4.19 | |
| 0.1550 | 45.83 | |
| 0.9768 | 1,023.91 | |
| -0.1037 | -35.68 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
Other EGARCH Analyses on Equity Indices